+481.0%
MSTR vs MARA
-81.0%
+562.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.8% |
| 7D | -13.4% | +10.1% | -23.5% | -15.5% |
| 30D | -22.1% | -15.1% | -7.0% | -19.4% |
| 3M | +15.0% | -24.1% | +39.1% | +22.5% |
| 6M | -37.3% | -45.2% | +7.9% | -29.2% |
| YTD | -26.5% | -22.2% | -4.4% | -22.8% |
| 1Y | -46.5% | -45.3% | -1.2% | -39.3% |
| 3Y | +121.1% | -23.9% | +144.9% | +140.5% |
| 5Y | +37.5% | -90.8% | +128.3% | +85.8% |
| All | +481.0% | -81.0% | +562.0% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MARA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling